A barrier-based smoothing proximal point algorithm for NCPs over closed convex cones

We present a new barrier-based method of constructing smoothing approximations for the Euclidean projector onto closed convex cones. These smoothing approximations are used in a smoothing proximal point algorithm to solve monotone nonlinear complementarity problems (NCPs) over a convex cone via the...

Full description

Saved in:
Bibliographic Details
Main Authors: Chua, Chek Beng., Li, Zhen.
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2013
Online Access:https://hdl.handle.net/10356/97077
http://hdl.handle.net/10220/13174
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English